Maguire wrote the song a day after the death of her childhood hero, Michael Jackson. She penned the tune in response to the misplaced comments some people were making about the musical legend following his passing. She explained to Artist Direct
: "I wrote 'The Last Dance' just after Michael Jackson passed away. I was really angry with the hate people were spreading about him on the internet. I thought it was really wrong because he spread so much happiness with his music. Two days later, I went in the studio, sat at the piano and wrote the song in about 15 minutes. I withdrew my anger and sadness from that. Then, there were other things in my life happening at the time that came into the song. It's one of my favourites."